jdistlib

Class TestDPQR

java.lang.Object

jdistlib.TestDPQR

public class TestDPQR
extends java.lang.Object

Ported tests/d-p-q-r-tests.R plus some more.

Constructor Summary

Constructors

Constructor and Description
TestDPQR()

Method Summary

Modifier and Type	Method and Description
static boolean	dkwtest(GenericDistribution d)
static boolean	dkwtest(GenericDistribution d, int n, double p0) RNG tests using DKW inequality for rate of convergence
static void	main(java.lang.String[] args)
static void	norm_test()
static void	setRandomEngine(RandomEngine rng)
static boolean	test_beta()
static boolean	test_binom()
static boolean	test_disttest()
static boolean	test_dkwtest() DKW test, taken from p-r-random-tests.R
static boolean	test_extreme()
static boolean	test_gamma()
static boolean	test_geom()
static boolean	test_hyper()
static boolean	test_negbin()
static boolean	test_noncentralchisq()
static boolean	test_normal()
static boolean	test_poisson()
static void	test_random()
static boolean	test_signrank()
static boolean	test_wilcox()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TestDPQR

public TestDPQR()

Method Detail

setRandomEngine

public static final void setRandomEngine(RandomEngine rng)

dkwtest

public static final boolean dkwtest(GenericDistribution d)

dkwtest

public static final boolean dkwtest(GenericDistribution d,
                                    int n,
                                    double p0)

RNG tests using DKW inequality for rate of convergence

P(sup | F_n - F | > t) < 2 exp(-2nt^2)

The 2 in front of exp() was derived by Massart. It is the best possible constant valid uniformly in t,n,F. For large n*t^2 this agrees with the large-sample approximation to the Kolmogorov-Smirnov statistic.

Taken from p-r-random-tests.R

Parameters:

d -

n -

p0 -

Returns:

test_binom

public static final boolean test_binom()

test_geom

public static final boolean test_geom()

test_hyper

public static final boolean test_hyper()

test_negbin

public static final boolean test_negbin()

test_poisson

public static final boolean test_poisson()

test_signrank

public static final boolean test_signrank()

test_wilcox

public static final boolean test_wilcox()

test_gamma

public static final boolean test_gamma()

test_noncentralchisq

public static final boolean test_noncentralchisq()

test_beta

public static final boolean test_beta()

test_normal

public static final boolean test_normal()

test_random

public static final void test_random()

test_extreme

public static final boolean test_extreme()

test_dkwtest

public static final boolean test_dkwtest()

DKW test, taken from p-r-random-tests.R

Returns:

test_disttest

public static final boolean test_disttest()

norm_test

public static final void norm_test()

main

public static final void main(java.lang.String[] args)